Options
- Estimating Option-Implied Risk-Neutral Densities: A Novel Parametric ApproachGreg OrosiThe Journal of Derivatives August 2015, 23 (1) 41-61; DOI: https://doi.org/10.3905/jod.2015.23.1.041
- Option-Writing Strategies in a Low-Volatility FrameworkDonald X. He, Jason C. Hsu and Neil RueThe Journal of Investing August 2015, 24 (3) 116-128; DOI: https://doi.org/10.3905/joi.2015.24.3.116
- Option Bid–Ask Spread and LiquidityMo ChaudhuryThe Journal of Trading June 2015, 10 (3) 44-56; DOI: https://doi.org/10.3905/jot.2015.10.3.044
- The Valuation of Compound Options: A Correction and an ExtensionRen-Raw Chen and Wei HeThe Journal of Derivatives May 2015, 22 (4) 92-104; DOI: https://doi.org/10.3905/jod.2015.22.4.092
- Modeling Term Structure of Default CorrelationSira SuchintabandidThe Journal of Derivatives May 2015, 22 (4) 26-36; DOI: https://doi.org/10.3905/jod.2015.22.4.026
- Behavioral Perspectives on Tail-Risk HedgingVineer BhansaliThe Journal of Investing May 2015, 24 (2) 122-133; DOI: https://doi.org/10.3905/joi.2015.24.2.122
- Practical Valuation of Options on Durable GoodsZvika AfikThe Journal of Derivatives February 2015, 22 (3) 95-105; DOI: https://doi.org/10.3905/jod.2015.22.3.095
- Consistent Modeling of Discrete Cash DividendsGerman Bernhart and Jan-Frederik MaiThe Journal of Derivatives February 2015, 22 (3) 9-19; DOI: https://doi.org/10.3905/jod.2015.22.3.009
- Robust Estimation of Shape-Constrained State Price Density SurfacesMarkus LudwigThe Journal of Derivatives February 2015, 22 (3) 56-72; DOI: https://doi.org/10.3905/jod.2015.22.3.056
- Implied Binomial Trees with Cubic Spline SmoothingYisong S. TianThe Journal of Derivatives February 2015, 22 (3) 40-55; DOI: https://doi.org/10.3905/jod.2015.22.3.040
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